I would definitely try the engraving laser just to see if it can be done. What is the smallest spot you can make with that laser? Get some 0.001 inch thick brass or stainless steel shim stock and see if you can burn a tiny little hole. Last time I bought shim stock was from
http://www.smallparts.com but since they turned into an Amazon store I have no idea if they still carry stuff like this. I would expect McMaster-Carr (
http://www.mcmaster.com) will also have this, and maybe
http://www.onlinemetals.com might have shim stock.
The thinner the metal, the better the pinholes. The brass will be fairly fragile so be careful. The stainless should be relatively robust (considering the thickness we are talking about).